VIX Lowest to CDS Since ’09 as Stock Hedges Trail Bonds


postedPublished:Mon, 07 May 2012 07:05:55 -0700 
Risk perceptions among U.S. equity and credit investors are diverging the most since 2009 as signs of an economic slowdown spur bigger increases in prices to protect against losses in bonds than stocks....


Volatility Shunned as VIX ETN Nears One-Year Low


postedPublished:Tue, 01 May 2012 10:18:44 -0700 
No one seems to want to buy volatility. The largest exchange traded product indexed to VIX futures fell more than 3% on Tuesday and is languishing near its 52-week low.The $1.8 billion iPath S&P 500 VIX ......


Numerix CrossAsset Introduces Innovative Model Coverage to Support VIX Futures Instruments


postedPublished:Wed, 02 May 2012 05:00:00 -0700 
Numerix , the leading provider of cross-asset analytics for derivatives valuations and risk management, released in its latest version of Numerix CrossAsset innovative model coverage for VIX futures instruments to more accurately price volatility linked derivatives....

VIX swings with SPX before closing lower


postedPublished:Mon, 07 May 2012 22:46:55 -0700 
The CBOE Volatility Index was up yesterday morning but finished the day lower. The VIX ended the day at 18.94, down 0.22 points, or 1.15 percent. It climbed near the 20 level early but fell as low as 18.42 ......

VIX futures higher with volatility index


postedPublished:Thu, 03 May 2012 22:46:43 -0700 
The CBOE Volatility Index rose about 4 percent yesterday, and the VIX futures followed suit as the S&P 500 fell back below 1400 again. The VIX ended the session up 0.68 points to 17.56 after dipping into ......

VIX sees its lowest close since April 9


postedPublished:Wed, 25 Apr 2012 22:44:34 -0700 
The CBOE VIX continued to slide into the close, finishing the day down more than 7 percent at 16.82. It was the lowest close for the VIX since April 4, though that was a Friday, when the index is usually ......

Barclays VIX Note Vexes Investors Not Savvy on Volatility


postedPublished:Tue, 01 May 2012 21:22:54 -0700 
Ian Mathers reckoned stocks were due for a slide as the Standard & Poor’s 500 Index approached a three-year high in February....

VIX ETFs Sputter as S&P 500 Tries to Break Range


postedPublished:Fri, 27 Apr 2012 12:53:35 -0700 
The largest exchange traded product indexed to VIX futures is on a four-day losing streak as the S&P 500 tries to break out of its recent doldrums on better-than-expected first quarter earnings.The $1.7 ......

The VIX in Presidential election years


postedPublished:Mon, 30 Apr 2012 21:01:06 -0700 
After a spike in volatility prior to the 2008 Presidential election, the idea became popular that election years were more volatile than others. Does the data prove that to be true?...

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